Transamerica

10/31/2017*


Transamerica Event Driven

Security Description % of Total Net Assets
Altaba, Inc., Zero Coupon, due 12/01/2018 7.70%
Weibo Corp., 1.25%, due 11/15/2022 3.38%
Siem Industries, Inc., 2.25%, due 06/02/2021 3.18%
Inmarsat PLC, 3.87%, due 09/09/2023 3.08%
Haitong International Securities Group, Ltd., Zero Coupon, due 10/25/2021 2.62%
Zillow Group, Inc., 2.00%, due 12/01/2021 2.28%
Vinci SA 2.15%
Sprint Corp., 7.87%, due 09/15/2023 2.09%
Aperam SA, 0.62%, due 07/08/2021 2.07%
Mitsubishi Chemical Holdings Corp., Zero Coupon, due 03/29/2024 1.90%
Wal-Mart Stores, Inc. 1.87%
China Railway Construction Corp., Ltd., Zero Coupon, due 01/29/2021 1.83%
Bagan Capital, Ltd., Zero Coupon, due 09/23/2021 1.81%
Suzuki Motor Corp. 1.80%
Jazz Investments I, Ltd., 1.87%, due 08/15/2021 1.77%
Minebea Mitsumi, Inc. 1.77%
Sony Corp., Series 6, Zero Coupon, due 09/30/2022 1.72%
ANA Holdings, Inc., Zero Coupon, due 09/19/2024 1.55%
U.S. Steel Corp., 6.87%, due 08/15/2025 1.53%
China Lodging Group, Ltd., 0.37%, due 11/01/2022 1.51%
China Lodging Group, Ltd., 0.37%, due 11/01/2022 1.50%
Zhongsheng Group Holdings, Ltd., Zero Coupon, due 10/25/2018 1.43%
Kansai Paint Co., Ltd., Zero Coupon, due 06/17/2022 1.40%
Synchrony Financial 1.36%
General Dynamics Corp. 1.34%
Cemex SAB de CV, 3.72%, due 03/15/2020 1.33%
General Motors Co. 1.32%
BioMarin Pharmaceutical, Inc., 0.75%, due 10/15/2018 1.31%
Pilgrim's Pride Corp., 5.87%, due 09/30/2027 1.30%
Visa, Inc., Class A 1.28%
Morgan Stanley 1.25%
Mitsui Fudosan Co., Ltd. 1.22%
Lazard, Ltd., Class A 1.19%
Silversea Cruise Finance, Ltd., 7.25%, due 02/01/2025 1.14%
ORIX Corp. 1.12%
Scorpio Tankers, Inc., 2.37%, due 07/01/2019 1.11%
NH Hotel Group SA, 4.00%, due 11/08/2018 1.09%
Ahern Rentals, Inc., 7.37%, due 05/15/2023 1.06%
Micron Technology, Inc. 1.03%
Cypress Semiconductor Corp., 4.50%, due 01/15/2022 1.02%
Lowe's Cos., Inc. 1.00%
OCI NV 0.99%
Mitsubishi Heavy Industries, Ltd. 0.93%
NHK Spring Co., Ltd., Zero Coupon, due 09/20/2019 0.93%
Seibu Holdings, Inc. 0.91%
Big River Steel LLC / BRS Finance Corp., 7.25%, due 09/01/2025 0.89%
Hon Hai Precision Industry Co., Ltd., 0.01%, due 11/06/2022 0.89%
Don Quijote Holdings Co., Ltd. 0.85%
Greatbatch, Ltd., 9.12%, due 11/01/2023 0.84%
Mitsubishi Chemical Holdings Corp., Zero Coupon, due 03/30/2022 0.76%
Atlas Air Worldwide Holdings, Inc., 2.25%, due 06/01/2022 0.74%
Siemens AG 0.69%
Ezaki Glico Co., Ltd. 0.67%
PDC Energy, Inc. 0.63%
Viking Cruises, Ltd., 6.25%, due 05/15/2025 0.60%
Pretium Resources, Inc., 2.25%, due 03/15/2022 0.53%
Chesapeake Energy Corp., 5.50%, due 09/15/2026 0.52%
Dover Corp. 0.48%
Buzzi Unicem SpA 0.46%
Bank of America Corp. 0.46%
Caesars Entertainment Corp. 0.43%
Oracle Corp. 0.42%
Spectrum Brands Holdings, Inc. 0.41%
Nexity SA 0.41%
Fnac Darty SA 0.41%
Flexion Therapeutics, Inc. 0.37%
Martin Marietta Materials, Inc. 0.37%
Goodyear Tire & Rubber Co. 0.34%
SMC Corp. 0.34%
Comerica, Inc. 0.33%
Novartis AG, ADR 0.30%
Veeco Instruments, Inc. 0.30%
WPX Energy, Inc. 0.28%
Staples, Inc., 8.50%, due 09/15/2025 0.26%
Consol Mining Corp., 11.00%, due 11/15/2025 0.26%
Celgene Corp. 0.25%
Renewable Energy Group, Inc. 0.25%
Swap Agreement, Pay, FireEye, Inc., 1.63%, 06/01/2035 0.17%
TechnipFMC PLC 0.17%
Option Purchased, CALL, NVIDIA Corp. 0.16%
B2Gold Corp. 0.10%
Scorpio Tankers, Inc. 0.09%
Option Purchased, CALL, Paypal Holdings, Inc. 0.08%
Option Purchased, CALL, Dover Corp. 0.06%
Option Purchased, CALL, Morgan Stanley 0.05%
Option Purchased, CALL, FNF Group 0.04%
Option Purchased, CALL, AbbVie, Inc. 0.03%
Option Purchased, PUT, Veeco Instruments, Inc. 0.03%
Option Purchased, CALL, Twitter, Inc. 0.02%
Option Purchased, CALL, PACCAR, Inc. 0.02%
Option Purchased, PUT, SPDR S&P 500 ETF Trust 0.02%
Futures Contracts, Short, 5-Year U.S. Treasury Note 0.01%
Option Purchased, PUT, Bank of America Corp. 0.01%
Option Purchased, PUT, Community Health Systems, Inc. 0.01%
Option Purchased, PUT, SPDR S&P 500 ETF Trust 0.01%
Option Purchased, PUT, Alibaba Group Holding, Ltd. 0.01%
Option Purchased, CALL, Oracle Corp. 0.01%
Option Purchased, PUT, Flexion Therapeutics, Inc. 0.01%
Option Purchased, PUT, Morgan Stanley 0.01%
Option Purchased, PUT, General Motors Co. 0.01%
Option Purchased, PUT, Lowe's Cos., Inc. 0.01%
Option Purchased, PUT, Cemex SAB de CV 0.01%
Option Purchased, PUT, Bank of America Corp. 0.01%
Option Purchased, PUT, Morgan Stanley 0.00%**
Option Purchased, PUT, Walt Disney Co. 0.00%**
Option Purchased, PUT, SPDR S&P 500 ETF Trust 0.00%**
Option Purchased, CALL, Wal-Mart Stores, Inc. 0.00%**
Option Purchased, PUT, Wal-Mart Stores, Inc. 0.00%**
Option Purchased, PUT, General Dynamics Corp. 0.00%**
Option Purchased, PUT, Zillow Group, Inc. 0.00%**
Option Purchased, PUT, General Motors Co. 0.00%**
Option Purchased, PUT, Dover Corp. 0.00%**
Option Purchased, PUT, Comerica, Inc. 0.00%**
Option Purchased, CALL, General Motors Co. 0.00%**
Option Purchased, CALL, Cemex SAB de CV 0.00%**
Option Purchased, PUT, Crown Castle International Corp. 0.00%**
Option Purchased, PUT, Synchrony Financial 0.00%**
Option Purchased, PUT, Visa, Inc. 0.00%**
Swap Agreement, Pay, Twitter, Inc., 1.00%, 09/15/2021 0.00%**
Option Purchased, PUT, Wal-Mart Stores, Inc. 0.00%**
Option Purchased, CALL, Flexion Therapeutics, Inc. 0.00%**
Option Purchased, CALL, Advanced Micro Devices, Inc. 0.00%**
Option Purchased, CALL, Freeport-McMoRan, Inc. 0.00%**
Option Purchased, PUT, Oracle Corp. 0.00%**
Option Purchased, CALL, Target Corp. 0.00%**
Juniper Networks, Inc. -0.02%**
Freeport-McMoRan, Inc. -0.02%**
Pretium Resources, Inc. -0.09%**
Kansai Paint Co., Ltd. -0.12%**
Zhongsheng Group Holdings, Ltd. -0.15%**
ANA Holdings, Inc. -0.19%**
China Lodging Group, Ltd., ADR -0.22%**
Cypress Semiconductor Corp. -0.28%**
Zillow Group, Inc., Class C -0.31%**
Weibo Corp., ADR -0.32%**
Jazz Pharmaceuticals PLC -0.37%**
NVIDIA Corp. -0.51%**
BioMarin Pharmaceutical, Inc. -0.53%**
APERAM SA -0.72%**
Alibaba Group Holding, Ltd., ADR -0.77%**
Inmarsat PLC -0.80%**
Subsea 7 SA -2.15%**
Altaba, Inc. -3.43%**
Net Other Assets (Liabilities) 16.93%